+163.3%
SYF vs KEY
+106.2%
+57.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -2.1% | -1.3% | -0.9% | -1.1% |
| 30D | +2.5% | +5.1% | -2.6% | -1.8% |
| 3M | -6.3% | -7.1% | +0.8% | -0.6% |
| 6M | -1.5% | -4.4% | +2.9% | +2.3% |
| YTD | -10.5% | +4.0% | -14.5% | -13.3% |
| 1Y | +1.5% | +23.4% | -21.9% | -14.7% |
| 3Y | +163.3% | +113.9% | +49.4% | +69.0% |
| All | +163.3% | +106.2% | +57.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling